Custom Fields Toolbox

Button

Description

Regular Field

Click to access the New Regular Field dialog box, and add a new regular field.

Foreign Exchange Rates

Click to access the Foreign Exchange Rates options and set up on the fly currency conversion. In the Foreign Exchange Rates fields enter a Name, From currency, To currency, and the field from the FX_RATES table that you want to appear in the report.

The Process field indicates how data is retrieved from the database:

• Fetch as of Effective Date (single period)

• Begin Date Quantity or End Date Quantity (multi period)

New Detail Calculation

Click to access the New Detail Calculation Field dialog box, where you can create a new field calculated on the fly. This field is derived from existing database fields and is calculated at the security level.

You can copy the entire formula and paste it into a separate application when editing a detail calculation field. If you add logic or arguments to the formula, they are added to the end of the existing formula by default. For example:

• Price * Quantity = Market Value

• Market Value - Cost = Unrealized Gain/Loss

Cash Adjustment Fields

Click to access the Cash Adjustment fields. In these fields you can indicate the cash activity that has taken place in an entity or security. and link cash data to positions data. They can be used in position, lot level position, and performance calculation reports.

Trade Adjustment Fields

Click to access the Trade Adjustment fields. These fields are used to positions data to trades data and performs calculations that join this data. These fields also summarize transactions from the trades database and incorporate them into a position report.

Compound Security Rollup Fields

Click to access the Compound Security Rollup field. Use these fields to creates the contribution for each of the securities in the option entity and swap entity. These fields calculate a sum for all the securities in the option entity and swap entity and include this total as the security level value in the master portfolio.

Compound Security Rollup fields use the Custom Fields Designer. For example:

IF Inst Investment Type = Swap

THEN ((Inst Sec Mkt Value * Security Par Value) / Fund Mkt Value) * Inst Sec Mod Duration

Rollup Calculation Fields

Click to access the Rollup Calculation field. These fields define the calculation done at each of the grouping levels for a report. Create these fields on rollup fields only.

Inference Field

The Inference field creates a new field calculated on the fly. This field is derived from existing database fields and is calculated at the security level. Similar to a detail calculation field, but instead of a numeric result, the result is text. Use an inference field for flagging specific values in other fields, such as audit check.

For example, you can create an inference field that states if a coupon is less than five, then display the text LOW COUPON in that field. If a coupon is greater than ten, then display the text HIGH COUPON in that field.

You can use inference and rollup inference fields to return numeric data. The default precision of numeric data returned by rollup inference and inference is 12 characters. This limit does not apply to character or string data returned by these custom field types.

Rollup Inference Field

Performs an aggregation on database fields and detail calculation fields. The most common aggregations include sum, mean, max, min and weighted average. Rollup fields display values at the rollup level and values at the security level.

Compound Security Instrument Field

Identifies the fields from the swap entity and option entity positions. The data for the master portfolio is represented through the regular field attributes. These fields cannot be used in a report directly, but are used in compound security rollup fields.

This is used in reporting on compound securities.

Classification Field

Based on security classifications (dictionaries). Each classification field represents a level in a classification. To create a classification field, you must have classifications already set up.

You must provide a name for the classification field, and can add comments. Select the classification on which you want to base the field attribute. Click OK to save the changes.

Classifications have some limits. For example, if you have a sort criteria in the grouping rule, you cannot sort on classifications. With classifications, an ascending sort is done for all the levels based on the DICTIONARY_ITEM_ID from the dictionary Detail table in the Rules database. Classification fields allow you to group the report on these fields instead of the entire dictionary and set a sort order for each of the levels.

Client Address Field

References the CLIENT_ADDRESS table on the RULES database.

You can select a client to reference a client directly, or, select a contact to reference the contact of a client using the Detail Info option.

Client Communication Field

References the CLIENT_COMMUNICATION table.

You can reference a client directly, or select a contact to reference the contact of a client using the Detail Info option.

Client Relationship Fields

References the CLIENT_RELATIONSHIPS table.

When you create a client relationship field attribute, the database defaults to RULES and the table defaults to CLIENT_RELATIONSHIPS. Select a column to which the field attribute points.

Entity Hierarchy

Use this option with composites of composites. Drills through one composite to the underlying composites in a report. You can then drill through to the last level composites to the underlying portfolios. .

Entity Cross Reference Fields

Stores identifiers for how entities and clients are identified in other systems.

Rollup Fields

Defines the aggregation function to perform at grouping levels using rollup fields. Rollup functions include: contribution percentage, count, group percentage, harmonic mean, maximum, mean, minimum, percentage, ratio, report ratio, standard deviation, standard deviation for population, sum, and weighted average.

Time Series Fields

Use to enhance the data which OLAP reports can deliver to the Data Mart. Times Series Fields allow data to be calculated and displayed for results over time.